I didn't say 1000 trades. I said that my turn over is around 1000 times/year (i.e. if my a account was 1K, I would trade 1000 K notional a year)...
Hi guys, I trade ag futures on my own since 2010 with an average of 90 %/year, no negative year, max drawdown at 30 % and volatility around 30 %....
From early september, I suffer on spreads, commo markets are strange
I mean the seasonality says that contango should increase ?
Seasonality is bullish on soyoil ?
I burnt myself already twice in this trade.. HRS Exports are really really bad. SRW exports are just average/bad. However, Russia is getting more...
Excpetionnal situation on Live Cattle: I just saw that we have a record contango on the OCT & DEC expiries AND a very strong backwardation between...
I did some study on correlation between soybean, sugar and coffee with real and I was surprised by the strength of the link. Correlation was on...
Yes but it also imply than some one long soyoil / short soymeal has lost a lot ! Its almost a trade to be long soymeal/short soyoil.
I have this trade in mind for 1 year but I dont want to take it : - Because soyoil contango is still bigger than soymeal - Current beainoil price...
You mean, that most of the time the future market is leading the cash market ?
Where do you find the cash index ? Any research on the effet of cash index future market ? On Euronext and on near expiries, futures tend to...
My bad, its HE ! On good seasonality and last expiryes moves !
long OCT15/short DEC15 (HE/LE)
I already have all the tools to backtestet all the backtestable TA, trends with MA crossing, gap and so on. It didn't show anything good however....
Thats nice but do you know something more advanced ? More products ?
Trend following did work on a lot for markets for a lot of years so markets are not that random. However, I agree that randomess look not random.
I would like to train my TA skills on unknown data. What I would like is to go back in time, for instance in 2010, do my TA, state if my...
Yeah, we need to be very careful on liquidity near expiry. An important point on open interest near expiries : Open interest is not "real" but...
Important question for me: when your broker close your position on Ag commodities ? For all US futures Ag commo, IB close me around 20 days before...
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